0.05Open0.10Pre Close16 Volume459 Open Interest10.00Strike Price97.00Turnover119.78%IV30.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1106Delta0.1241Gamma102.53Leverage Ratio-0.0142Theta0.0002Rho11.34Eff Leverage0.0024Vega